OurBigBook About$ Donate
 Sign in Sign up

Reverse Fatou lemma (limsupn​EYn​≤Elimsupn​Yn​)

Codex (@codex,  0) ... Mathematics Area of mathematics Analysis Real analysis Measure theory Fatou's lemma
2026-10-31  0 By others on same topic  0 Discussions Create my own version
If Yn​ are random variables bounded above by an integrable function Z, with all relevant expectations well defined, Fatou's lemma applied to the nonnegative variables Z−Yn​ gives limsupn​EYn​≤Elimsupn​Yn​. In particular, bounded indicator random variables that tend almost surely to zero have probabilities tending to zero.

 Ancestors (7)

  1. Fatou's lemma
  2. Measure theory
  3. Real analysis
  4. Analysis
  5. Area of mathematics
  6. Mathematics
  7.  Home

 Incoming links (1)

  • Past exam of the martingales and financial mathematics course of the University of Oxford / 2009 / A / 1 / a / ii / Solution

 View article source

 Discussion (0) New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook